+645.7%
LLY vs DFNS
-99.9%
+745.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.1% | -16.0% | +13.8% | -2.2% |
| 30D | -1.6% | -77.7% | +76.1% | -1.7% |
| 3M | +2.3% | -77.2% | +79.5% | +2.2% |
| 6M | +14.9% | -95.2% | +110.1% | +14.7% |
| YTD | +7.5% | -98.0% | +105.4% | +7.2% |
| 1Y | +55.7% | -98.3% | +154.0% | +55.4% |
| 3Y | +110.6% | -99.9% | +210.5% | +110.5% |
| 5Y | +363.4% | -99.9% | +463.3% | +349.1% |
| All | +645.7% | -99.9% | +745.6% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling